Every culture has rituals for commemorating the dead. in the United States, the most common way to show that you have visited a loved one's grave is to bring flowers. However, that custom is not universal; Jews place a rock on the gravestone instead.
According to Rabbi Tom Louchheim, the custom of putting rocks on gravestones may have originated as a way to participate in building the gravestone (since in ancient times graves were usually marked with a cairn rather than a headstone, as we do today).
The usual explanation for this custom is that, unlike flowers, rocks are permanent, so they remain on the grave as a memento forever, and symbolize that you will never forget the deceased.
Another theory is that this custom is not for the deceased's benefit, but for the mourner's; seeing all the rocks that other have placed upon the grave is a comfort to someone grieving for a lost loved one.
The rocks are usually small, ranging from pebble-sized to golf-ball sized.
An example of this custom can be seen at the end of the movie "Schindler's List," when the people Oskar Schindler saved visit his grave, and each places a stone upon it.